-100.0%
SOXS vs CMS
+662.7%
-762.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.4% |
| 7D | -43.7% | -1.3% | -42.4% | -44.4% |
| 30D | +22.2% | +5.3% | +16.9% | +25.8% |
| 3M | +13.0% | -0.3% | +13.3% | +10.8% |
| 6M | -47.7% | -4.0% | -43.6% | -52.0% |
| YTD | -92.5% | +2.1% | -94.6% | -92.7% |
| 1Y | -93.1% | -4.7% | -88.4% | -93.8% |
| 3Y | -99.7% | +36.8% | -136.5% | -99.6% |
| 5Y | -99.9% | +34.9% | -134.8% | -99.9% |
| 10Y | -100.0% | +134.7% | -234.7% | -100.0% |
| All | -100.0% | +662.7% | -762.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling